Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52156.91 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47999.39 Kr¶

PnL: ---------------------------------------> -932.61 Kr¶

DD now: ---------------------------------> -1.814 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 10:40:44.401937'

Anic Portfolio¶

Today¶

Return: -0.209 %¶

This Week¶

Return: -0.304 %¶

Total portfolio value¶

Return including deposits: 70.748 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -1.400000 2332.000000 143.000000 6.530000 2189.000000
Svolder B 35 -2.200000 2255.750000 76.750000 3.520000 2179.000005
BHG Group 49 2.330000 709.520000 70.520000 11.040000 638.999984
Embracer Group B 26 0.620000 721.500000 59.500000 8.990000 661.999988
Vitrolife 3 0.500000 727.800000 50.800000 7.500000 677.000001
Profoto Holding 7 5.240000 618.800000 36.800000 6.320000 581.999999
Biotage 4 1.010000 639.200000 36.200000 6.000000 603.000000
Xvivo Perfusion 3 -0.340000 877.500000 32.500000 3.850000 845.000001
SynAct Pharma 9 2.310000 676.800000 31.800000 4.930000 645.000003
Addnode Group B 6 1.330000 777.000000 25.000000 3.320000 751.999998
Humana 40 0.120000 692.800000 18.800000 2.790000 674.000000
Addtech B 3 -0.590000 705.000000 5.000000 0.710000 699.999999
Eastnine 6 -1.960000 660.000000 3.000000 0.460000 657.000000
Sdiptech B 3 0.000000 825.000000 3.000000 0.360000 822.000000
Volati 5 -0.170000 571.000000 -3.000000 -0.520000 574.000000
Latour B 2 -0.360000 443.400000 -5.600000 -1.250000 449.000000
Sampo Oyj SDB 1 0.510000 497.000000 -8.000000 -1.580000 505.000000
NCC B 7 0.000000 645.400000 -8.600000 -1.310000 653.999997
Investor B 3 0.190000 648.600000 -9.400000 -1.430000 657.999999
Fortnox 10 1.510000 658.600000 -9.400000 -1.410000 668.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Indutrade 5 0.270000 1302.500000 -17.500000 -1.330000 1320.000000
BONESUPPORT HOLDING 10 -0.990000 1202.000000 -22.000000 -1.800000 1224.000000
Nolato B 12 -0.190000 625.800000 -22.200000 -3.430000 648.000000
Gaming Innovation Group 161 0.190000 4161.850000 -26.150000 -0.620000 4187.999942
SCA A 4 -2.320000 572.800000 -26.200000 -4.370000 599.000000
Lime Technologies 2 -1.080000 552.000000 -41.000000 -6.910000 593.000000
Balco Group 39 0.110000 1823.250000 -51.750000 -2.760000 1874.999997
Creades A 7 0.320000 553.000000 -58.000000 -9.490000 610.999998
Ambea 68 0.500000 2477.920000 -59.080000 -2.330000 2537.000032
Investor A 16 0.370000 3454.400000 -90.600000 -2.560000 3545.000000
Lundin Gold 7 -1.280000 866.600000 -107.400000 -11.030000 973.999999
Sedana Medical 135 -2.450000 4185.000000 -146.000000 -3.370000 4330.999935
New Wave B 40 -0.720000 3718.400000 -197.600000 -5.050000 3916.000000
Bactiguard Holding B 37 1.270000 2664.000000 -303.000000 -10.210000 2966.999993
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
TOTAL 47999.390000 -932.610000 -1.81369% 48931.999868

Updated:¶

'2023-06-16 10:41:00.953734'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶